I was trying out Connman yesterday. My wireless Internet connected fine, however, I was not able to find any option for VPNs. Is there not option to connect to VPNs through Connman GUI? The website says, it supports VPN.

There is an open bug titled VPN is not supported on Connman on Launchpad, so I guess the short answer is yes, but limited to openconnect. At least when the bug was fild in may yesteryear. However, patches for more broader support has appeared on the mailing lists since the bug was filed, so you may have more luck with a newer version of connman. (The version in maverick is 0.55 from July yesteryear while the upstream one is 0.73 a couple of days ago.